market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 3.50% 1.13 CHF 1.14 CHF 70,000 70,000 24,584 24,584 28,744 CHF 29,172 CHF 91.44% 91.44%
12/07/2024 1.87% 1.31 CHF 1.32 CHF 60,000 60,000 30,502 30,502 38,399 CHF 38,987 CHF 98.44% 98.44%
11/07/2024 2.02% 1.23 CHF 1.24 CHF 70,000 70,000 32,161 32,161 37,896 CHF 38,502 CHF 98.10% 98.10%
10/07/2024 2.09% 1.12 CHF 1.13 CHF 70,000 70,000 32,272 32,272 36,209 CHF 36,823 CHF 96.42% 96.42%
09/07/2024 2.08% 1.13 CHF 1.14 CHF 70,000 70,000 32,752 32,752 36,636 CHF 37,249 CHF 99.43% 99.43%
08/07/2024 2.07% 1.11 CHF 1.12 CHF 70,000 70,000 32,192 32,192 36,198 CHF 36,811 CHF 97.88% 97.88%
05/07/2024 2.10% 1.12 CHF 1.13 CHF 70,000 70,000 32,423 32,423 36,101 CHF 36,715 CHF 97.24% 97.24%
04/07/2024 5.51% 1.11 CHF 1.13 CHF 30,000 30,000 10,334 10,334 11,454 CHF 11,788 CHF 98.52% 98.52%
03/07/2024 2.19% 1.10 CHF 1.11 CHF 70,000 70,000 31,275 31,275 33,612 CHF 34,183 CHF 97.20% 97.20%
02/07/2024 2.25% 1.04 CHF 1.05 CHF 70,000 70,000 32,595 32,595 33,578 CHF 34,193 CHF 98.83% 98.83%

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